Pub Date : 2024-07-05DOI: 10.1080/10556788.2024.2368569
Jens Deussen, Jonathan Hüser, Uwe Naumann
We are considering differential-algebraic equations with embedded optimization criteria (DAEOs), in which the embedded optimization problem is solved by global optimization. This leads to different...
{"title":"Numerical simulation of differential-algebraic equations with embedded global optimization criteria","authors":"Jens Deussen, Jonathan Hüser, Uwe Naumann","doi":"10.1080/10556788.2024.2368569","DOIUrl":"https://doi.org/10.1080/10556788.2024.2368569","url":null,"abstract":"We are considering differential-algebraic equations with embedded optimization criteria (DAEOs), in which the embedded optimization problem is solved by global optimization. This leads to different...","PeriodicalId":54673,"journal":{"name":"Optimization Methods & Software","volume":null,"pages":null},"PeriodicalIF":2.2,"publicationDate":"2024-07-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141610581","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-07-05DOI: 10.1080/10556788.2024.2308677
Mohammadhossein Mohammadisiahroudi, Ramin Fakhimi, Brandon Augustino, Tamás Terlaky
The numerical performance of algorithms can be studied using test sets or procedures that generate such problems. This paper proposes various methods for generating linear, semidefinite, and second...
可以利用生成此类问题的测试集或程序来研究算法的数值性能。本文提出了各种生成线性、半有限和次...
{"title":"Generating linear, semidefinite, and second-order cone optimization problems for numerical experiments","authors":"Mohammadhossein Mohammadisiahroudi, Ramin Fakhimi, Brandon Augustino, Tamás Terlaky","doi":"10.1080/10556788.2024.2308677","DOIUrl":"https://doi.org/10.1080/10556788.2024.2308677","url":null,"abstract":"The numerical performance of algorithms can be studied using test sets or procedures that generate such problems. This paper proposes various methods for generating linear, semidefinite, and second...","PeriodicalId":54673,"journal":{"name":"Optimization Methods & Software","volume":null,"pages":null},"PeriodicalIF":2.2,"publicationDate":"2024-07-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141610577","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-07-05DOI: 10.1080/10556788.2024.2372660
M.V. Dolgopolik
The goal of this note is to point out an erroneous formula for the generalized Hessian of the least squares associated with a system of linear inequalities, that was given in the paper ‘A finite Ne...
本说明的目的是指出与线性不等式系统相关的最小二乘法的广义 Hessian 的一个错误公式，该公式在论文 "A finite Ne...
{"title":"A note on the generalized Hessian of the least squares associated with systems of linear inequalities","authors":"M.V. Dolgopolik","doi":"10.1080/10556788.2024.2372660","DOIUrl":"https://doi.org/10.1080/10556788.2024.2372660","url":null,"abstract":"The goal of this note is to point out an erroneous formula for the generalized Hessian of the least squares associated with a system of linear inequalities, that was given in the paper ‘A finite Ne...","PeriodicalId":54673,"journal":{"name":"Optimization Methods & Software","volume":null,"pages":null},"PeriodicalIF":2.2,"publicationDate":"2024-07-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141573711","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-07-04DOI: 10.1080/10556788.2024.2368578
V. S. Amaral, J. O. Lopes, P. S. M. Santos, G. N. Silva
In this paper, we consider the problem of minimizing the function f(x)=g1(x)+g2(x)−h(x) over Rn, where g1 is a proper and lower semicontinuous function, g2 is continuously differentiable with a Höl...
{"title":"On the complexity of a quadratic regularization algorithm for minimizing nonsmooth and nonconvex functions","authors":"V. S. Amaral, J. O. Lopes, P. S. M. Santos, G. N. Silva","doi":"10.1080/10556788.2024.2368578","DOIUrl":"https://doi.org/10.1080/10556788.2024.2368578","url":null,"abstract":"In this paper, we consider the problem of minimizing the function f(x)=g1(x)+g2(x)−h(x) over Rn, where g1 is a proper and lower semicontinuous function, g2 is continuously differentiable with a Höl...","PeriodicalId":54673,"journal":{"name":"Optimization Methods & Software","volume":null,"pages":null},"PeriodicalIF":2.2,"publicationDate":"2024-07-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141573714","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-06-27DOI: 10.1080/10556788.2024.2364203
Pengjie Liu, Zihang Yuan, Yue Zhuo, Hu Shao
The spectral conjugate gradient (CG) method is one of the effective methods for solving unconstrained optimization problems. In this work, we introduce a composite hybrid CG parameter which is a co...
{"title":"Two efficient spectral hybrid CG methods based on memoryless BFGS direction and Dai–Liao conjugacy condition","authors":"Pengjie Liu, Zihang Yuan, Yue Zhuo, Hu Shao","doi":"10.1080/10556788.2024.2364203","DOIUrl":"https://doi.org/10.1080/10556788.2024.2364203","url":null,"abstract":"The spectral conjugate gradient (CG) method is one of the effective methods for solving unconstrained optimization problems. In this work, we introduce a composite hybrid CG parameter which is a co...","PeriodicalId":54673,"journal":{"name":"Optimization Methods & Software","volume":null,"pages":null},"PeriodicalIF":2.2,"publicationDate":"2024-06-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141610578","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-06-20DOI: 10.1080/10556788.2024.2360040
Moslem Zamani, Hadi Abbaszadehpeivasti, Etienne de Klerk
In this paper, we study the gradient descent–ascent method for convex–concave saddle-point problems. We derive a new non-asymptotic global convergence rate in terms of distance to the solution set ...
{"title":"Convergence rate analysis of the gradient descent–ascent method for convex–concave saddle-point problems","authors":"Moslem Zamani, Hadi Abbaszadehpeivasti, Etienne de Klerk","doi":"10.1080/10556788.2024.2360040","DOIUrl":"https://doi.org/10.1080/10556788.2024.2360040","url":null,"abstract":"In this paper, we study the gradient descent–ascent method for convex–concave saddle-point problems. We derive a new non-asymptotic global convergence rate in terms of distance to the solution set ...","PeriodicalId":54673,"journal":{"name":"Optimization Methods & Software","volume":null,"pages":null},"PeriodicalIF":2.2,"publicationDate":"2024-06-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141512199","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-05-31DOI: 10.1080/10556788.2024.2346643
Yutong Dai, Daniel P. Robinson
We consider the proximal-gradient method for minimizing the sum of a smooth function and a convex non-smooth overlapping group-ℓ1 regularizer, which is known to promote sparse solutions with respec...
我们考虑了最小化平滑函数与非平滑凸重叠组ℓ1正则之和的近似梯度法。
{"title":"A proximal-gradient method for problems with overlapping group-sparse regularization: support identification complexity","authors":"Yutong Dai, Daniel P. Robinson","doi":"10.1080/10556788.2024.2346643","DOIUrl":"https://doi.org/10.1080/10556788.2024.2346643","url":null,"abstract":"We consider the proximal-gradient method for minimizing the sum of a smooth function and a convex non-smooth overlapping group-ℓ1 regularizer, which is known to promote sparse solutions with respec...","PeriodicalId":54673,"journal":{"name":"Optimization Methods & Software","volume":null,"pages":null},"PeriodicalIF":2.2,"publicationDate":"2024-05-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141512200","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-04-29DOI: 10.1080/10556788.2024.2339226
André Gustavo Carlon, Luis Espath, Raúl Tempone
Using quasi-Newton methods in stochastic optimization is not a trivial task given the difficulty of extracting curvature information from the noisy gradients. Moreover, pre-conditioning noisy gradi...
{"title":"Approximating Hessian matrices using Bayesian inference: a new approach for quasi-Newton methods in stochastic optimization","authors":"André Gustavo Carlon, Luis Espath, Raúl Tempone","doi":"10.1080/10556788.2024.2339226","DOIUrl":"https://doi.org/10.1080/10556788.2024.2339226","url":null,"abstract":"Using quasi-Newton methods in stochastic optimization is not a trivial task given the difficulty of extracting curvature information from the noisy gradients. Moreover, pre-conditioning noisy gradi...","PeriodicalId":54673,"journal":{"name":"Optimization Methods & Software","volume":null,"pages":null},"PeriodicalIF":2.2,"publicationDate":"2024-04-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140884514","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-04-26DOI: 10.1080/10556788.2024.2339215
A. Neumaier, B. Azmi, M. Kimiaei
In this article, a class of algorithms is developed for bound-constrained optimization. The new scheme uses the gradient-free line search along bent search paths. Unlike traditional algorithms for ...
{"title":"An active set method for bound-constrained optimization","authors":"A. Neumaier, B. Azmi, M. Kimiaei","doi":"10.1080/10556788.2024.2339215","DOIUrl":"https://doi.org/10.1080/10556788.2024.2339215","url":null,"abstract":"In this article, a class of algorithms is developed for bound-constrained optimization. The new scheme uses the gradient-free line search along bent search paths. Unlike traditional algorithms for ...","PeriodicalId":54673,"journal":{"name":"Optimization Methods & Software","volume":null,"pages":null},"PeriodicalIF":2.2,"publicationDate":"2024-04-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140828667","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-04-26DOI: 10.1080/10556788.2024.2324920
Nataša Krklec Jerinkić, Tijana Ostojić
We consider convex optimization problems with a possibly nonsmooth objective function in the form of a mathematical expectation. The proposed framework (AN-SPS) employs Sample Average Approximation...
我们考虑的是凸优化问题，其目标函数可能是数学期望形式的非光滑目标函数。所提出的框架（AN-SPS）采用了样本平均逼近法（Sample Average Approximation...
{"title":"AN-SPS: adaptive sample size nonmonotone line search spectral projected subgradient method for convex constrained optimization problems","authors":"Nataša Krklec Jerinkić, Tijana Ostojić","doi":"10.1080/10556788.2024.2324920","DOIUrl":"https://doi.org/10.1080/10556788.2024.2324920","url":null,"abstract":"We consider convex optimization problems with a possibly nonsmooth objective function in the form of a mathematical expectation. The proposed framework (AN-SPS) employs Sample Average Approximation...","PeriodicalId":54673,"journal":{"name":"Optimization Methods & Software","volume":null,"pages":null},"PeriodicalIF":2.2,"publicationDate":"2024-04-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140884572","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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